ARSMX vs. JMCRX
ARSMX (AMG River Road Small-Mid Cap Value Fund) and JMCRX (James Micro Cap Fund) are both Small Cap Value Equities funds. Over the past 10 years, ARSMX returned 10.18%/yr vs 9.14%/yr for JMCRX. Their correlation of 0.86 means they have usually moved in the same direction. ARSMX charges 1.27%/yr vs 1.51%/yr for JMCRX.
Performance
ARSMX vs. JMCRX - Performance Comparison
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Returns By Period
In the year-to-date period, ARSMX achieves a 10.49% return, which is significantly lower than JMCRX's 20.14% return. Over the past 10 years, ARSMX has outperformed JMCRX with an annualized return of 10.18%, while JMCRX has yielded a comparatively lower 9.14% annualized return.
ARSMX
- 1D
- -1.31%
- 1M
- 2.53%
- 6M
- 8.11%
- YTD
- 10.49%
- 1Y
- 9.57%
- 3Y*
- 9.29%
- 5Y*
- 6.50%
- 10Y*
- 10.18%
- ALL TIME*
- 7.70%
JMCRX
- 1D
- 0.98%
- 1M
- 1.52%
- 6M
- 12.44%
- YTD
- 20.14%
- 1Y
- 32.55%
- 3Y*
- 13.48%
- 5Y*
- 10.47%
- 10Y*
- 9.14%
- ALL TIME*
- 10.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
JMCRX James Micro Cap Fund | $0.00 | $0.00 | $0.00 |
ARSMX vs. JMCRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 10.49% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
JMCRX James Micro Cap Fund | 20.14% | 4.37% | 5.95% | 31.72% | -17.33% | 36.27% | -4.21% | 30.55% | -16.62% | 2.88% |
Correlation
The correlation between ARSMX and JMCRX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2010 | 0.86 |
The correlation between ARSMX and JMCRX shifts across timeframes, from 0.70 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ARSMX vs. JMCRX — Risk / Return Rank
ARSMX
JMCRX
ARSMX vs. JMCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Small-Mid Cap Value Fund (ARSMX) and James Micro Cap Fund (JMCRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARSMX | JMCRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.26 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.85 | -2.14 |
| Martin ratioReturn relative to average drawdown | 1.64 | 8.15 | -6.51 |
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Drawdowns
ARSMX vs. JMCRX - Drawdown Comparison
The maximum ARSMX drawdown since its inception was -51.75%, which is greater than JMCRX's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for ARSMX and JMCRX.
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Drawdown Indicators
| ARSMX | JMCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.75% | -46.65% | -5.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -9.92% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -26.90% | +7.56% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -26.90% | +7.56% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | -46.65% | +3.69% |
Current DrawdownCurrent decline from peak | -1.59% | -0.78% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -7.36% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 3.47% | +1.00% |
Volatility
ARSMX vs. JMCRX - Volatility Comparison
AMG River Road Small-Mid Cap Value Fund (ARSMX) and James Micro Cap Fund (JMCRX) have volatilities of 4.05% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARSMX | JMCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 4.26% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 12.79% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 18.47% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.71% | 20.76% | -3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 21.69% | -2.18% |
ARSMX vs. JMCRX - Expense Ratio Comparison
ARSMX has a 1.27% expense ratio, which is lower than JMCRX's 1.51% expense ratio.
Dividends
ARSMX vs. JMCRX - Dividend Comparison
ARSMX has not paid dividends to shareholders, while JMCRX's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
JMCRX James Micro Cap Fund | 0.85% | 1.02% | 1.43% | 0.63% | 9.14% | 3.84% | 0.53% | 6.35% | 6.71% | 7.80% | 0.00% | 0.09% |
Frequently Asked Questions
ARSMX and JMCRX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMCRX has higher volatility (4.26%) compared to ARSMX (4.05%). In terms of maximum drawdown, ARSMX dropped -51.75% vs JMCRX's -46.65%.
JMCRX currently has the higher Sharpe Ratio (1.53 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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